discrete.

STEP-BY-STEP LESSON · §9.1

Introduction to Probability

Distinguish outcomes, events, and probabilities.

Before you begin

Sets and membership

A set records which objects belong to it. Repetition and listing order do not change a set. x∈A says that x is an element; A⊆B says every element of A is also in B.

Fractions

a/b is a quotient with b≠0. For integer a,b it represents a rational number. When adding fractions, put them over a common nonzero denominator; keep exact values until the final result.

Symbols

S
sample space
E⊆S
event: a set of outcomes
P(E)
probability of E
|S|
Number of elements in finite set S
S\E
Elements of S outside E
Definitions and notation for this topic
Sample space
S; Ω

The set of possible outcomes of a random experiment.

This is a tutor example.

The current probability lessons and Epp use S; Ω is another common name. In Ω(g), the same Greek letter instead belongs to asymptotic growth notation.

Separate glossary example

Rolling a six-sided die: Ω={1,2,3,4,5,6}.

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Event
A⊆S

A set of outcomes for which the event occurs.

An event may contain several outcomes.

Separate glossary example

An even die result: A={2,4,6}.

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Probability
P(A)

A numerical measure of how likely an event is, between 0 and 1, assigned by the probability model.

Counting favorable outcomes and dividing by the total requires finitely many equally likely outcomes.

The formula P(A)=|A|/|S| requires a finite sample space with equally likely outcomes; it is not a general definition for every model.

Separate glossary example

For a fair die, P({2,4,6})=3/6.

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A finite probability model
P(A)=∑_{ω∈A}p_ω; ∑_{ω∈S}p_ω=1

On a finite nonempty sample space S, assign each outcome ω a weight p_ω≥0 with total 1. The probability of event A⊆S is the sum of its outcome weights.

This gives P(∅)=0, P(S)=1 and additivity for disjoint events. The counting shortcut |A|/|S| is valid only when every outcome has weight 1/|S|.

Separate glossary example

If S={a,b,c} has weights 1/2,1/3,1/6, then P({a,b})=5/6, not 2/3.

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Step by step

Step 1 / 6

Name an outcome

An outcome is one fully specified result of an experiment. For one die, it is a number from 1 to 6.

A clear experiment is needed before counting.

Worked example

For a fair die, find the probability of a result greater than 4.

  1. The die has six faces with equal probability 1/6 each.
  2. S={1,2,3,4,5,6}; E={5,6}.
  3. There are 6 outcomes and 2 favorable ones; P(E)=2/6=1/3.
Optional self-check

For two independent fair dice, are sums 2 and 7 equally likely? Explain by counting ordered pairs.

Show answer

No. Sum 2 has only (1,1), while sum 7 has six pairs (1,6) through (6,1). Their probabilities are 1/36 and 6/36.

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